+69.9%
ED vs BR
+7.7%
+62.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | -6.0% | +4.1% | -0.7% |
| 30D | +0.1% | -0.9% | +0.9% | +0.2% |
| 3M | 0.0% | +16.4% | -16.4% | -3.3% |
| 6M | -2.5% | -8.2% | +5.7% | -1.0% |
| YTD | +10.1% | -23.2% | +33.3% | +16.6% |
| 1Y | +13.6% | -30.9% | +44.5% | +23.6% |
| 3Y | +32.4% | -5.0% | +37.4% | +30.7% |
| 5Y | +69.9% | +8.8% | +61.1% | +56.8% |
| All | +69.9% | +7.7% | +62.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling